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Assured Guaranty

275 hedge funds and large institutions have $4.31B invested in Assured Guaranty in 2017 Q3 according to their latest regulatory filings, with 36 funds opening new positions, 99 increasing their positions, 111 reducing their positions, and 30 closing their positions.

New
Increased
Maintained
Reduced
Closed

20% more first-time investments, than exits

New positions opened: 36 | Existing positions closed: 30

1% more funds holding

Funds holding: 272275 (+3)

0.03% more ownership

Funds ownership: 95.67%95.7% (+0.03%)

11% less repeat investments, than reductions

Existing positions increased: 99 | Existing positions reduced: 111

11% less capital invested

Capital invested by funds: $4.86B → $4.31B (-$555M)

15% less funds holding in top 10

Funds holding in top 10: 1311 (-2)

45% less call options, than puts

Call options by funds: $34.8M | Put options by funds: $63.6M

Holders
275
Holders Change
+3
Holders Change %
+1.1%
% of All Funds
6.86%
Holding in Top 10
11
Holding in Top 10 Change
-2
Holding in Top 10 Change %
-15.38%
% of All Funds
0.27%
New
36
Increased
99
Reduced
111
Closed
30
Calls
$34.8M
Puts
$63.6M
Net Calls
-$28.8M
Net Calls Change
+$959K
Name Holding Trade Value Shares
Change
Change in
Stake
LAM
151
Lingohr Asset Management
Germany
$1.32M -$124K -2,900 -7%
VOYA Investment Management
152
VOYA Investment Management
Georgia
$1.31M +$45.6K +1,065 +3%
MAM
153
Meeder Asset Management
Ohio
$1.2M -$284K -6,642 -17%
SEC
154
Seven Eight Capital
New York
$1.17M +$1.33M +31,000 New
Capstone Investment Advisors
155
Capstone Investment Advisors
New York
$1.17M +$1.33M +30,975 New
MML Investors Services
156
MML Investors Services
Massachusetts
$1.14M +$2.35K +55 +0.2%
FQ
157
First Quadrant
California
$1.11M
Tudor Investment Corp
158
Tudor Investment Corp
Connecticut
$1.1M +$663K +15,488 +113%
QC
159
Quadrature Capital
United Kingdom
$1.08M +$1.22M +28,543 New
NIT
160
NumerixS Investment Technologies
British Columbia, Canada
$1.03M +$141K +3,300 +14%
LMAM
161
Legg Mason Asset Management
Japan
$1.03M +$522K +12,200 +81%
Canada Pension Plan Investment Board
162
Canada Pension Plan Investment Board
Ontario, Canada
$989K +$81.4K +1,900 +8%
Alyeska Investment Group
163
Alyeska Investment Group
Illinois
$976K -$32.3M -754,887 -97%
Public Employees Retirement Association of Colorado
164
Public Employees Retirement Association of Colorado
Colorado
$975K -$3.64K -85 -0.3%
Point72 Asset Management
165
Point72 Asset Management
Connecticut
$958K +$1.09M +25,385 New
Nomura Holdings
166
Nomura Holdings
Japan
$944K +$1.07M +25,000 New
BIM
167
Bogle Investment Management
Massachusetts
$905K +$1.03M +23,985 New
State of Wisconsin Investment Board
168
State of Wisconsin Investment Board
Wisconsin
$904K +$171 +4 +0%
KI
169
Koch Industries
Kansas
$863K +$979K +22,855 New
VRS
170
Virginia Retirement Systems
Virginia
$861K -$8.71M -203,400 -90%
KAS
171
Kemnay Advisory Services
New York
$818K +$98K +2,288 +12%
URS
172
Utah Retirement Systems
Utah
$812K -$21.4K -500 -2%
NIPH
173
NN Investment Partners Holdings
Netherlands
$807K
AB
174
Amalgamated Bank
New York
$800K -$44.8K -1,045 -5%
CC
175
Cipher Capital
New York
$797K +$657K +15,345 +266%

AGO Hedge Fund Activity: Q3 2017 in Review

275 of the 4,011 institutional investors tracked by Wall St. Rank reported a position in Assured Guaranty (AGO) for Q3 2017, worth a combined $4.31B — down 11% from $4.86B a quarter earlier.

Buyers outnumbered sellers: 36 funds opened new AGO positions and 30 closed out — a net gain of 6 holders — while 99 added to existing stakes and 111 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $33M. The largest seller was OppenheimerFunds, exiting entirely with an estimated $50.8M sold.

  • 275 institutional investors held Assured Guaranty (AGO) as of Q3 2017, up from 272 in Q2 2017.
  • Funds reported $4.31B of Assured Guaranty stock for Q3 2017, down 11% quarter-over-quarter.
  • 36 funds opened new Assured Guaranty positions in Q3 2017 and 30 closed out, a net change of +6 holders.
  • The largest Assured Guaranty buyer in Q3 2017 was Morgan Stanley, an estimated $33M added.
  • The largest Assured Guaranty seller in Q3 2017 was OppenheimerFunds, an estimated $50.8M sold.

Based on aggregated 13F filings for Q3 2017.